Based on Self-Determination Theory (SDT), this research aimed to investigate whether employees’ psychological need states could be expanded from two (need satisfaction and frustration) to three (need satisfaction, frustration, and unfulfillment). Relying on exploratory structural equation modeling (ESEM) and bifactor-ESEM, this research also offered to test the construct validity of the Psychological Need States at Work-Scale (PNSW-S) and to explore its criterion-related validity. Results from two studies and three distinct samples of employees (French and English speaking) provided support for the unfulfillment of the needs for autonomy, competence, and relatedness to be modeled as a distinct need state when tested alongside the satisfaction and frustration of those three needs. Moreover, results indicated that the different need states appeared to stem from distinct experiences (perceived supervisors’ supportive and thwarting behaviors) and that these need states in turn had well-differentiated effects in terms of employee functioning (job satisfaction, job boredom, and work-related rumination). Our research therefore deepens our understanding of the nature of psychological need states in the workplace and offers a multidimensional instrument allowing to simultaneously assess not only need satisfaction and frustration, but also need unfulfillment. It also indicates that SDT’s explanatory framework may be expanded from two to three need processes to explain the effect of the socio-contextual environment on individual functioning.